Not exactly a horror story, but I have one experience that sticks with me and I always wonder if I made the right call. I was selling a old rare RPG book thing on eBay and it ended up going for a couple of hundred. The buyer was from another country, but the address they gave me was inside the US. It was like an address for an actual post office in California and the package was for general collection or something? I had never seen anything like that before (or since). It immediately set off alarm bells and I canceled the transaction. But the buyer was SUPER mad and just kept arguing with me after I calmly explained multiple times that the address did not check out and was suspect. He got a full refund and everything. He lost nothing. But he just kept trying to convince me for like 2 weeks to send the package. He went so far as to wait the required 3 months to give me negative feedback (I had some sort of seller status that prevented immediate negative feedback).
But can you just ship a package to a post office for general collection/pick-up or something? I couldn't find any info online and I was concerned how eBay would handle things should no one pick it up or the buyer later claimed he never got it. It was an expansive item after all. Did I make the right call?